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Dongjin Song

Publications and source records attributed to Dongjin Song.

At least 19 recordsLinked to original sources

TSFLab: A Self-Improving Agent-Agnostic Workbench for Time Series Forecasting Research

As publications and products on time series forecasting (TSF) proliferate, researchers face a growing burden of analyzing existing work. First, not all publications release code. For instance, only about 20% of arXiv TSF papers have a code link in the surveyed period. Second, released code also requires manual maintenance. Thus, TSF researchers must constantly adapt or implement existing works. However, independent implementations can differ in experimental settings and are difficult to maintain. We therefore propose to use AI agents for benchmarking TSF research and even supporting autoresearch, e.g., developing new TSF models. Yet directly applying existing coding agents, such as Claude Code and Codex, is suboptimal: prohibitive costs, limited scalability to large research projects (e.g., benchmarking), and lack of self-maintenance. To address these challenges, we propose TSFLab, a self-improving agent-agnostic "workbench" that equips compatible coding agents with shared resources and tools for low-cost TSF research and continuous maintenance of research resources. Our experiments cover reproduction, benchmarking, and new method development. In reproduction and benchmarking, TSFLab improves task completion by 20-163% and cuts fresh tokens per completed task by 11-66% across baselines. A pilot study of agent-driven method development also shows improved forecasting accuracy via TSFLab, with 32.8-73.6% fewer fresh tokens and 9.2-68.8% less development time than the other settings.

cs.LG↗

Uncertainty-Guided Latent Diagnostic Trajectory Learning for Sequential Clinical Diagnosis

Clinical diagnosis requires sequential evidence acquisition under uncertainty. However, most Large Language Model (LLM) based diagnostic systems assume fully observed patient information and therefore do not explicitly model how clinical evidence should be sequentially acquired over time. Even when diagnosis is formulated as a sequential decision process, it is still challenging to learn effective diagnostic trajectories. This is because the space of possible evidence-acquisition paths is relatively large, while clinical datasets rarely provide explicit supervision information for desirable diagnostic paths. To this end, we formulate sequential diagnosis as a Latent Diagnostic Trajectory Learning (LDTL) framework based on a planning LLM agent and a diagnostic LLM agent. For the diagnostic LLM agent, diagnostic action sequences are treated as latent paths and we introduce a posterior distribution that prioritizes trajectories providing more diagnostic information. The planning LLM agent is then trained to follow this distribution, encouraging coherent diagnostic trajectories that progressively reduce uncertainty. Experiments on the MIMIC-CDM benchmark demonstrate that our proposed LDTL framework outperforms existing baselines in diagnostic accuracy under a sequential clinical diagnosis setting, while requiring fewer diagnostic tests. Furthermore, ablation studies highlight the critical role of trajectory-level posterior alignment in achieving these improvements.

cs.AI↗

BridgeCast: Bridging Ocean Wave Forecasts to Reanalysis via Flow Matching with Exogenous Variables

Ocean wave forecasting is essential for maritime safety, offshore operations, and coastal resilience, yet remains challenging due to systematic biases in physics-based models. Physical models, while widely used, rely on approximations and parameterizations that limit their accuracy under complex ocean-atmosphere conditions. To enhance ocean wave forecasting, we propose BridgeCast, within a physics-AI hybrid framework for bias correction. BridgeCast is a probabilistic model based on conditional flow matching (CFM) that learns to transform physical model forecasts into reanalysis-like fields. It treats physical forecasts as corrupted observations and employs a continuous-time generative process to bridge their distribution toward that of reanalysis data. BridgeCast is parameterized by a Transformer-based architecture that enables spatiotemporal modeling, incorporation of exogenous atmospheric variables, and flexible inference via both ordinary and stochastic differential equation formulations. Extensive experiments on real-world datasets demonstrate that BridgeCast consistently outperforms state-of-the-art baselines across regions and forecast lead times.

physics.ao-ph↗

Judging the Justification: Decision Certificate Supervision for Generative Reward Models

Generative reward models (GenRMs) generate natural language rationales to justify preference judgments, yet a correct verdict does not guarantee a sound justification. Existing approaches often rely on reference explanations to supervise rationales, but obtaining such references can be costly and does not necessarily establish whether generated rationales support the resulting verdict. To address these limitations, we propose DeCert, a framework that evaluates the validity and verdict consistency of generated rationales without requiring reference explanations. Crucially, DeCert translates these assessments into preference supervision that accounts for both verdict correctness and justification quality. In particular, when multiple sampled judgments share the same correct verdict, differences in certificate quality enable DeCert to construct rationale preference pairs that distinguish stronger from weaker justifications. Extensive empirical studies across two model families and multiple in- and out-of-distribution benchmarks demonstrate that DeCert consistently outperforms strong generative judge baselines while improving rationale quality. Moreover, DeCert effectively mitigates positional bias, improving position-consistent accuracy by up to 14.8 points. These results highlight the importance of supervising not only which verdict is correct, but also how that verdict is justified.

cs.CL↗

HERO: Preserving Structure and Semantics in Heterogeneous Continual Graph Learning

Machine learning on heterogeneous graphs has advanced rapidly, driven by the diverse entities, relations, and semantics inherent in real-world data. However, most existing studies assume static graphs, whereas real-world graph data are often continuously updated. Continual learning in this setting is particularly challenging because historical knowledge is encoded not only in target-node representations, but also in their heterogeneous structural contexts and relation-dependent semantic responses. To this end, we introduce HERO, a heterogeneous continual graph learning framework that preserves historical knowledge at both structural and semantic levels while adapting to incoming tasks. We analyze experience replay as an approximation to the unavailable historical gradient and decompose its error into target-selection and context-reconstruction terms. This analysis shows that replaying target nodes alone is generally insufficient for relation-sensitive HGNNs, as removing typed neighborhood context can alter both representations and historical gradients. Motivated by this, HERO employs DiSCo to select representative target nodes and reconstruct compact heterogeneous contexts through relation-aware multi-type neighbor expansion. To further preserve knowledge that cannot be captured by replayed subgraphs alone, HERO aligns task-conditioned predictions and heterogeneous semantic responses through multi-level knowledge distillation. A lightweight look-ahead adaptation step is additionally used to improve plasticity on incoming tasks. Experiments on four datasets with three HGNN backbones show that HERO achieves the best or tied-best average performance among state-of-the-art baselines, while maintaining competitive forgetting. Our code is available at https://github.com/gqBond/HCGL.

cs.LG↗

Test-Time Compute for Tabular Foundation Models: Mechanisms, Gains, and Limits

Which forms of test-time compute improve the predictions of strong pretrained tabular foundation models (TFMs)? We systematically study this along three axes: adaptation, aggregation, and context construction. Our evaluation spans modern TFMs across the TabArena benchmark, supplemented by experiments on wide and large-scale tables from OpenML. For adaptation, we introduce DiagScale, a diagonal query-key similarity update. It trains only 0.003-0.03% of model parameters and achieves gains comparable to full fine-tuning across three independently pretrained backbones. For aggregation, both pool composition and selection strategy matter. TabPFN-3 already averages predictions from different preprocessing variants of the same data, and adding more such predictions yields diminishing returns. With a broader pool of 96 configurations, greedy selection reduces error by 2.4% relative to the default predictor, but uniform averaging increases error. For context construction, attention-guided retrieval improves TabPFN-3's predictions on some large tables and supports source pools beyond the full context memory limit. The context expansion methods we test yield no consistent improvement. Taken together, our results suggest that adaptation and selective aggregation yield consistent benchmark-level gains. The benefits of context construction depend more on the task and data regime. Adaptation and aggregation over the same backbone yield further gains when combined, but require substantially more computation than default inference. These trade-offs motivate choosing strategies according to the available computation budget. Code is available at https://github.com/kanghui-learning/test-time-compute-for-tabular-foundation-models.

cs.LG↗

A Multimodal Autonomic Sensing Framework for Objective Assessment of Patient Responses to Dental Pulp Stimulation

Patient responses to dental pulp testing, ranging from no sensation to intense pain, provide important information for assessing pulp status in endodontic diagnosis. However, pain is a subjective sensory and emotional experience that varies considerably across individuals and can be difficult to communicate. We investigated whether complementary autonomic signals could support objective assessment of responses during dental examination. Forty-nine patients underwent cold pulp testing, yielding no-response, mild-response, and intense-response conditions. The framework integrated ECG-derived skin nerve activity (SKNA) and R-R intervals (RRI), together with electrodermal activity (EDA), using temporal convolutional network encoders with attention-based mid-level fusion. Individual baseline signals and subject-level covariates, including anxiety scores and biological sex, were also incorporated. The framework achieved 80.2% balanced accuracy, 75.2% sensitivity, and 85.2% specificity for binary classification of no response versus mild or intense response. For three-class classification, it achieved 60.0% balanced accuracy and a 58.8% macro-averaged F1 score. Ablation and attention-weight analyses indicated that EDA contributed most strongly to model performance, followed by RRI, while SKNA improved balanced accuracy by approximately five percentage points. Age was significantly associated with model performance. These findings support the feasibility of multimodal autonomic sensing for objective, non-invasive assessment of responses to dental pulp stimulation.

cs.LG↗

MetaCaster: Meta-Harness-Optimized Agent for End-to-End Few-Shot Learning of Lightweight Time Series Forecasters

Time series forecasting (TSF) is evolving toward multimodal and agentic settings, yet using foundation models remains uneconomical in resource-constrained scenarios, where compact, specialized forecasters are more desirable. However, lightweight forecasters typically require substantial training data, limiting their use in domains with scarce, slowly accumulated, or privacy-sensitive time series. To address this dilemma, we investigate the challenging problem of few-shot learning for lightweight forecasters. We propose MetaCaster, a meta-harness-optimized multi-agent framework that uses agentic data generation to automatically train specialized lightweight forecasters from only a few examples and textual contexts. Our work highlights a new TSF paradigm in which agents act not as forecasters but as intermediary engineers that prepare efficient, task-specific forecasters for deployment. Experiments on 18 datasets, 23 state-of-the-art lightweight forecasters, and 14 baselines demonstrate that MetaCaster achieves both data efficiency and computational efficiency while maintaining high-quality TSF performance.

cs.LG↗

DRIFT: A Benchmark for Task-Free Continual Graph Learning with Continuous Distribution Shifts

Continual graph learning (CGL) aims to learn from dynamically evolving graphs while mitigating catastrophic forgetting. Existing CGL approaches typically adopt a task-based formulation, where the data stream is partitioned into a sequence of discrete tasks with pre-defined boundaries. However, such assumptions rarely hold in real-world environments, where data distributions evolve continuously and task identity is often unavailable. To better reflect realistic non-stationary environments, we revisit continual graph learning from a task-free perspective. We propose a unified formulation that models the data stream as a time-varying mixture of latent task distributions, enabling continuous modeling of distribution drift. Based on this formulation, we construct \emph{DRIFT}, a benchmark that spans a spectrum of transition dynamics ranging from hard task switches to smooth distributional drift through a Gaussian parameterization. We evaluate representative continual learning methods under this task-free setting and observe substantial performance degradation compared to traditional task-based protocols. Our findings indicate that many existing approaches implicitly rely on task boundary information and struggle under realistic task-free graph streams. This work highlights the importance of studying continual graph learning under realistic non-stationary conditions and provides a benchmark for future research in this direction. Our code is available at https://github.com/UConn-DSIS/DRIFT.

cs.LG↗

TimeRouter: Efficient and Adaptive Routing of Time-Series Foundation Models

Time-series foundation models (TSFMs) are increasingly explored as predictive experts within emerging agentic time-series systems. However, TSFMs exhibit heterogeneous inductive biases, and no single model consistently dominates across forecasting regimes, making expert selection a critical challenge. Existing systems often delegate this decision to LLM-based controllers, incurring substantial inference overhead. We present TimeRouter, an efficient routing framework that leverages empirical complementarity across a pool of pretrained TSFMs through lightweight discriminative routing, selective gating, and ensemble fallback. Concretely, TimeRouter combines a learned routing head, a selective gate, and an ensemble fallback, enabling adaptive expert selection without invoking an LLM at inference time. TimeRouter achieves state-of-the-art performance on the GIFT-EVAL leaderboard, with an LB MASE of 0.6765. Beyond benchmark performance, our ablation studies provide empirical insights into TSFM routing design, highlighting the importance of pool composition and selective gating. Taken together, these results position TimeRouter as a modular and lightweight routing layer for future agentic time-series systems built upon foundation-model pools. Our code is available at https://github.com/UConn-DSIS/TimeRouter.

cs.LG↗

Learning Feature Encoder with Synthetic Anomalies for Weakly Supervised Graph Anomaly Detection

Weakly supervised graph anomaly detection aims to unveil unusual graph instances, e.g., nodes, whose behaviors significantly differ from normal ones, given only a limited number of annotated anomalies and abundant unlabeled samples. A major challenge is to learn a meaningful latent feature representation that reduces intra-class variance among normal data while remaining highly sensitive to anomalies. Although recent works have applied self-supervised feature learning for graph anomaly detection, their strategies are not specifically tailored to its unique requirements, motivating our exploration of a more domain-specific approach. In this paper, we introduce a weakly supervised graph anomaly detection method that leverages a feature learning strategy tailored for graph anomalies. Our approach is built upon a multi-task learning scheme that extracts robust feature representations through synthesized anomalies. We generate synthetic anomalies by perturbing the normal graph in various ways and assign a dedicated detection head to each anomaly type, ensuring that learned features are sensitive to potential deviations from normal patterns. Although synthetic anomalies may not perfectly replicate real-world patterns, they provide valuable auxiliary data for effective feature learnin, much like features learned from ImageNet classification transfer to downstream vision tasks. Additionally, we adopt a two-phase learning strategy: an initial warm-up phase using only synthetic samples, followed by a full-training phase integrating both tasks, to balance the influence of synthetic and real data. Extensive experiments on public datasets demonstrate the superior performance of our method over its competitors. Code is available at https://github.com/yj-zhou/SAWGAD.

cs.LG↗

Empowering Power Outage Prediction with Spatially Aware Hybrid Graph Neural Networks and Contrastive Learning

Extreme weather events, such as severe storms, hurricanes, snowstorms, and ice storms, which are exacerbated by climate change, frequently cause widespread power outages. These outages halt industrial operations, impact communities, damage critical infrastructure, profoundly disrupt economies, and have far-reaching effects across various sectors. To mitigate these effects, the University of Connecticut and Eversource Energy Center have developed an outage prediction modeling (OPM) system to provide pre-emptive forecasts for electric distribution networks before such weather events occur. However, existing predictive models in the system do not incorporate the spatial effect of extreme weather events. To this end, we develop Spatially Aware Hybrid Graph Neural Networks (SA-HGNN) with contrastive learning to enhance the OPM predictions for extreme weather-induced power outages. Specifically, we first encode spatial relationships of both static features (e.g., land cover, infrastructure) and event-specific dynamic features (e.g., wind speed, precipitation) via Spatially Aware Hybrid Graph Neural Networks (SA-HGNN). Next, we leverage contrastive learning to handle the imbalance problem associated with different types of extreme weather events and generate location-specific embeddings by minimizing intra-event distances between similar locations while maximizing inter-event distances across all locations. Thorough empirical studies in four utility service territories, i.e., Connecticut, Western Massachusetts, Eastern Massachusetts, and New Hampshire, demonstrate that SA-HGNN can achieve state-of-the-art performance for power outage prediction.

cs.LG↗

TimeXL: Explainable Multi-modal Time Series Prediction with LLM-in-the-Loop

Time series analysis provides essential insights for real-world system dynamics and informs downstream decision-making, yet most existing methods often overlook the rich contextual signals present in auxiliary modalities. To bridge this gap, we introduce TimeXL, a multi-modal prediction framework that integrates a prototype-based time series encoder with three collaborating Large Language Models (LLMs) to deliver more accurate predictions and interpretable explanations. First, a multi-modal prototype-based encoder processes both time series and textual inputs to generate preliminary forecasts alongside case-based rationales. These outputs then feed into a prediction LLM, which refines the forecasts by reasoning over the encoder's predictions and explanations. Next, a reflection LLM compares the predicted values against the ground truth, identifying textual inconsistencies or noise. Guided by this feedback, a refinement LLM iteratively enhances text quality and triggers encoder retraining. This closed-loop workflow-prediction, critique (reflect), and refinement-continuously boosts the framework's performance and interpretability. Empirical evaluations on four real-world datasets demonstrate that TimeXL achieves up to 8.9% improvement in AUC and produces human-centric, multi-modal explanations, highlighting the power of LLM-driven reasoning for time series prediction.

cs.LG↗

FTSCommDetector: Discovering Behavioral Communities through Temporal Synchronization

Why do trillion-dollar tech giants AAPL and MSFT diverge into different response patterns during market disruptions despite identical sector classifications? This paradox reveals a fundamental limitation: traditional community detection methods fail to capture synchronization-desynchronization patterns where entities move independently yet align during critical moments. To this end, we introduce FTSCommDetector, implementing our Temporal Coherence Architecture (TCA) to discover similar and dissimilar communities in continuous multivariate time series. Unlike existing methods that process each timestamp independently, causing unstable community assignments and missing evolving relationships, our approach maintains coherence through dual-scale encoding and static topology with dynamic attention. Furthermore, we establish information-theoretic foundations demonstrating how scale separation maximizes complementary information and introduce Normalized Temporal Profiles (NTP) for scale-invariant evaluation. As a result, FTSCommDetector achieves consistent improvements across four diverse financial markets (SP100, SP500, SP1000, Nikkei 225), with gains ranging from 3.5% to 11.1% over the strongest baselines. The method demonstrates remarkable robustness with only 2% performance variation across window sizes from 60 to 120 days, making dataset-specific tuning unnecessary, providing practical insights for portfolio construction and risk management.

cs.SI↗

TS-RAG: Retrieval-Augmented Generation based Time Series Foundation Models are Stronger Zero-Shot Forecaster

Large Language Models (LLMs) and Foundation Models (FMs) have recently become prevalent for time series forecasting tasks. While fine-tuning LLMs enables domain adaptation, they often struggle to generalize across diverse and unseen datasets. Moreover, existing Time Series Foundation Models (TSFMs) still face challenges in handling non-stationary dynamics and distribution shifts, largely due to the lack of effective mechanisms for adaptation. To this end, we present TS-RAG, a retrieval-augmented generation framework for time series forecasting that enhances the generalization and interpretability of TSFMs. Specifically, TS-RAG leverages pre-trained time series encoders to retrieve semantically relevant segments from a dedicated knowledge base, enriching the contextual representation of the input query. Furthermore, we propose an Adaptive Retrieval Mixer (ARM) module that dynamically fuses the retrieved patterns with the TSFM's internal representation, improving forecasting accuracy without requiring task-specific fine-tuning. Thorough empirical studies on seven public benchmark datasets demonstrate that TS-RAG achieves state-of-the-art zero-shot forecasting performance, outperforming the existing TSFMs by up to 6.84% across diverse domains while also providing desirable interpretability. Our code and data are available at: https://github.com/UConn-DSIS/TS-RAG

cs.LG↗

Early GVHD Prediction in Liver Transplantation via Multi-Modal Deep Learning on Imbalanced EHR Data

Graft-versus-host disease (GVHD) is a rare but often fatal complication in liver transplantation, with a very high mortality rate. By harnessing multi-modal deep learning methods to integrate heterogeneous and imbalanced electronic health records (EHR), we aim to advance early prediction of GVHD, paving the way for timely intervention and improved patient outcomes. In this study, we analyzed pre-transplant electronic health records (EHR) spanning the period before surgery for 2,100 liver transplantation patients, including 42 cases of graft-versus-host disease (GVHD), from a cohort treated at Mayo Clinic between 1992 and 2025. The dataset comprised four major modalities: patient demographics, laboratory tests, diagnoses, and medications. We developed a multi-modal deep learning framework that dynamically fuses these modalities, handles irregular records with missing values, and addresses extreme class imbalance through AUC-based optimization. The developed framework outperforms all single-modal and multi-modal machine learning baselines, achieving an AUC of 0.836, an AUPRC of 0.157, a recall of 0.768, and a specificity of 0.803. It also demonstrates the effectiveness of our approach in capturing complementary information from different modalities, leading to improved performance. Our multi-modal deep learning framework substantially improves existing approaches for early GVHD prediction. By effectively addressing the challenges of heterogeneity and extreme class imbalance in real-world EHR, it achieves accurate early prediction. Our proposed multi-modal deep learning method demonstrates promising results for early prediction of a GVHD in liver transplantation, despite the challenge of extremely imbalanced EHR data.

cs.LG↗

Multi-Modal View Enhanced Large Vision Models for Long-Term Time Series Forecasting

Time series, typically represented as numerical sequences, can also be transformed into images and texts, offering multi-modal views (MMVs) of the same underlying signal. These MMVs can reveal complementary patterns and enable the use of powerful pre-trained large models, such as large vision models (LVMs), for long-term time series forecasting (LTSF). However, as we identified in this work, the state-of-the-art (SOTA) LVM-based forecaster poses an inductive bias towards "forecasting periods". To harness this bias, we propose DMMV, a novel decomposition-based multi-modal view framework that leverages trend-seasonal decomposition and a novel backcast-residual based adaptive decomposition to integrate MMVs for LTSF. Comparative evaluations against 14 SOTA models across diverse datasets show that DMMV outperforms single-view and existing multi-modal baselines, achieving the best mean squared error (MSE) on 6 out of 8 benchmark datasets. The code for this paper is available at: https://github.com/D2I-Group/dmmv.

cs.LG↗

SVTime: Small Time Series Forecasting Models Informed by "Physics" of Large Vision Model Forecasters

Time series AI is crucial for analyzing dynamic web content, driving a surge of pre-trained large models known for their strong knowledge encoding and transfer capabilities across diverse tasks. However, given their energy-intensive training, inference, and hardware demands, using large models as a one-fits-all solution raises serious concerns about carbon footprint and sustainability. For a specific task, a compact yet specialized, high-performing model may be more practical and affordable, especially for resource-constrained users such as small businesses. This motivates the question: Can we build cost-effective lightweight models with large-model-like performance on core tasks such as forecasting? This paper addresses this question by introducing SVTime, a novel Small model inspired by large Vision model (LVM) forecasters for long-term Time series forecasting (LTSF). Recently, LVMs have been shown as powerful tools for LTSF. We identify a set of key inductive biases of LVM forecasters -- analogous to the "physics" governing their behaviors in LTSF -- and design small models that encode these biases through meticulously crafted linear layers and constraint functions. Across 21 baselines spanning lightweight, complex, and pre-trained large models on 8 benchmark datasets, SVTime outperforms state-of-the-art (SOTA) lightweight models and rivals large models with 10^3 fewer parameters than LVMs, while enabling efficient training and inference in low-resource settings.

cs.LG↗